Hi Anthony,
I'm no expert on the subject & quite frankly the manual is pretty useless on the subject.
As I mentioned earlier I haven't tried a midifile / seq with chord changes recently ( the last time was when I had my kn5 which goes back 6 years, so I'm a bit rusty on the matter)
From memory Intro's & Endings I beleive can actually have chord progressions in them.
The 4 variations & fills shouldn't have chord changes in them. They should either be based on a maj or min chord and you actually identify which key & type it is ie cmaj cmin dmaj etc or else the composer won't play it correctly. There is a setting in the composer where you identify the key/chord you have used.
The KN7 also allows tensions ( haven't worked that one out yet, though I have noticed d's & a's in what is supposedly a c maj chord within some of the onboard styles).

If your sequence has chord changes within one bar, I don't think the composer transpose function will work as there doesn't appear to be an increment smaller than 1 bar. It may be possible to do it in a software sequencer, but still not an easy task. Probably why I gave up on it years ago.

If on the other hand you only had 1 chord change on each of the 4 bars, ie
1 bar g, 1 bar c, 1 bar f, 1 bar cm,
pick one of the bars and transpose the other 3 bars to make all the bars have the same chord ie all c or all g.

Just out of interest, does the piano have the easy composer feature? where you dial up up different style parts to create new styles. I'm working on that feature at the moment on my kn7.